MODEL QUESTION PAPER

FOUR YEAR B.TECH DEGREE END EXAMINATION

THIRD SEMESTER EXAMINATION
ELECTRONICS AND COMMUNICATION ENGINEERING
PROBABILITY THEORY AND STOCHASTIC PROCESSES (EC201)
(SCHEME-2013)
Time: 3 Hours

Max. Marks: 70
Note: 1. Question No.1 is compulsory
2. Answer any four questions from the remaining

1. Answer the following questions. Each question carries 1 mark.

1x10=10M

a) Define axiomatic definition of probability?

b) Define sample space and mention types of sample space?
c) What is the difference between random variable and random process?
d) Write the properties of joint PDF?
e) Write the expression for joint characteristic function.
f) Define discrete random sequence?
g) The mean square value of a random process whose autocorrelation function is
?
h) Define Wiener-Khintchen relationship?
i) Write the relationship between Output PSD and Input PSD of an LTI system
j) Define strict sense stationary process

2. a) Explain the following

(i)

Axioms of probability

(ii)

Total probability

(8)

b) A box contains 4 red, 5 white and 6 black balls. A person draws 4 balls from the box at
random. Find the probability that among the balls drawn there is at least one ball of each
color
3. a) Explain the classification of random variables with suitable examples
b) Discuss the properties of characteristic function

(7)
(4)
(4)

c) Find the pdf of a random variable Y=AX2, where X is a random variable with pdf fX(x)
and A is an arbitrary constant.

(7)

P.T.O

4. a) Given the joint distribution function FX,Y(x,y)=[1-e-ax-e-ay+e-a(x+y)]U(x)U(y)

(i)

Find the conditional density functions fX(x/y) and fY(y/x)

(ii)

Are the random variables X and Y statistically independent

b) State and Prove Central Limit Theorem

5. Two

random

variables

and

(8)
(7)

have

joint

(i)

Show that X and Y are zero mean random variables

(ii)

Are X and Y correlated?

characteristic

function

(4+4)

b) Show that the linear transformations of Gaussian random variables are also Gaussian
(7)
6. a) Consider two random processes X(t)= A cos(1t+) and Y(t)= B cos(2t+) , Where
A,B,1,2 are constants while and are statistically independent random variables
uniformly distributed on (0,2).
(i)

Show that X(t) and Y(t) are jointly WSS

(ii)

If = show that X(t) and Y(t) are not jointly WSS unless 1=2

(8)

b) Show that the power density spectrum and the time average of autocorrelation function
form a Fourier transform pair.
7. a) Explain the spectral characteristics of system response

(7)

b) Explain the following

(i) Linearity of a system
(ii) Causal and Stability of a system
(iii)Time invariance of the system

(8)